“I went to Russia three times to try to buy a couple of their biggest ICBMs,” the SpaceX and Tesla founder Musk told the audience at SXSW interactive. He decided against trying to buy weapons of mass destruction.

What was the motivation for Elon Musk to start SpaceX, his aerospace company? More than a decade ago, a friend asked what he planned to do after PayPal, which he helped start. Musk said he was always interested in space, but had no idea how to get involved. He was especially interested in the exploration of Mars. “So I went to the NASA website to see when we were going to Mars,” Musk revealed today, “and I couldn’t find that out.”

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“I thought maybe it was there, but well hidden or something,” he added with a laugh.

The funny story, which Musk told today during his crowded talk at SXSW, was partly the impetus for him to start SpaceX. In fact, before starting the company, Musk’s initial idea was to do a philanthropic mission to the red planet by sending “a small greenhouse to the surface of Mars” with dehydrated gel seeds that would hydrate on landing. “You’d have this cool greenhouse on a red background–that’d be the money shot,” Musk joked. But how did he first think about accomplishing this? By going to Russia to try to buy intercontinental ballistic missiles, also known as ICBMs.

“I went to Russia three times to try to buy a couple of their biggest ICBMs,” Musk told the audience. “It was an interesting experience. I sort of got the feeling I could have bought the nuke too, but I didn’t want to go there.”

He had everything else figured out for the philanthropic mission, which he thought would bring the first life to the red planet, but he “got stuck on the rocket,” which was obviously crucial to the mission.

“I was clueless–I had no idea what the heck I was doing,” Musk said, reflecting on his experience in 2001 and 2002, as he was gearing up to start SpaceX. “It wasn’t like, ‘Okay, we’ll just take over the world with rockets.'”

Instead, Musk and SpaceX endeavored to develop their own technology–rather than depend on rockets most known from movies like Top Gun. (According to Musk, the government considers the technology SpaceX is developing “advanced weaponry.”) And after 50 launches, Musk and his team have a better clue of how this whole space thing works.

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“I thought the most likely outcome would be that we fail,” Musk said. “And the first three rockets did fail.”

In that case, we should be thankful Musk didn’t end up buying a Russian ICBM.